Yes Bank - Associate - Junior FX Options Trade

Option Trading Desk is part of Financial Markets team and handles quoting USD/INR option prices to corporate customers and interbank counterparties. The book is growing in size catering to hedging requirements of a wide customer base. The option desk is also active in quoting two way prices to interbank counterparties. The candidate should be diligent, efficient, and willing to work in a fast paced environment. He should have good quantitative and mathematical skills.

Role/ Responsibilities :

- Pricing, Unwinds and Bookings of the option trades

- Keeping a track of the volatility market

- Preparing excel models to identfy trading opportunities in volatility surface

- Assisting the senior trader in creating trading strategies in options

- Assisting the senior trader in managing greeks and delta risk of the book

- Interacting with sales team for new option structures development

- Build good understanding of the Front Office Treasury systems

Person Specification :

- MBA from a top tier institute with engineering background, 0-1 years relevant work experience

- Basic theoretical background knowledge of Foreign exchange options and their greeks

- Superior analytical and quantitative skills

- Ability to work well in a team and detail oriented

- Good problem solving instincts

This is an outstanding opportunity to enjoy the rewards of working with a fast growing professional organization committed to supporting your professional development and your knowledge enhancement of financial markets

For this position we will also consider 2015 Batch passouts of Top 5 B Schools.